Kac's representation for empirical copula process from an asymptotic viewpoint

DOI10.1016/J.SPL.2016.12.006zbMATH Open1356.60054OpenAlexW2564536189MaRDI QIDQ511559FDOQ511559

Salim Bouzebda

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.12.006

zbMATH Keywords

Gaussian processesKac's representationmultivariate empirical copula processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Asymptotic distributions of multivariate rank order statistics
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• Hungarian constructions from the nonasymptotic viewpoint
• A multivariate Bahadur-Kiefer representation for the empirical Copula process
• Strong approximation of empirical copula processes by Gaussian processes
• On the empirical process of multivariate, dependent random variables
• Kac's representation from an asymptotic viewpoint
• A note on the approximation of the uniform empirical process

Cited In (3)

• Kac's representation from an asymptotic viewpoint
• On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation
• On the covariance of the asymptotic empirical copula process

Uses Software

• QRM

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